+41.8%
JEPI vs AMP
+122.1%
-80.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -1.4% | -1.3% | -0.1% | -1.1% |
| 3M | +3.5% | +24.2% | -20.6% | -2.6% |
| 6M | +1.9% | +24.6% | -22.6% | -4.4% |
| YTD | +4.4% | +14.8% | -10.4% | -0.2% |
| 1Y | +7.2% | +12.8% | -5.6% | +2.9% |
| 3Y | +29.8% | +69.0% | -39.2% | +8.9% |
| All | +41.8% | +122.1% | -80.3% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling